Judgment day: algorithmic trading around the Swiss franc cap removal
Year of publication: |
July 2019
|
---|---|
Authors: | Breedon, Francis J. ; Chen, Louisa ; Ranaldo, Angelo ; Vause, Nicholas |
Publisher: |
St. Gallen : School of Finance, University of St. Gallen |
Subject: | Algorithmic trading | Swiss franc | market liquidity | price efficiency | central bank intervention | Schweizer Franken | Schweiz | Switzerland | Wechselkurspolitik | Exchange rate policy | Elektronisches Handelssystem | Electronic trading | Marktliquidität | Market liquidity | Wertpapierhandel | Securities trading | Frankreich | France | Wechselkurs | Exchange rate | Deutschland | Germany | Marktmikrostruktur | Market microstructure |
-
Judgment day : algorithmic trading around the Swiss franc cap removal
Breedon, Francis J., (2023)
-
Judgement day : algorithmic trading around the Swiss franc cap removal
Breedon, Francis J., (2018)
-
Algorithmic trading, liquidity, and price discovery : an intraday analysis of the SPI 200 futures
Viljoen, Tina, (2014)
- More ...
-
Judgement day : algorithmic trading around the Swiss franc cap removal
Breedon, Francis J., (2018)
-
Judgment Day : Algorithmic Trading Around the Swiss Franc Cap Removal
Breedon, Francis J., (2022)
-
Judgment day : algorithmic trading around the Swiss franc cap removal
Breedon, Francis J., (2023)
- More ...